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Rational approximation to trigonometric operators
Authors:V Grimm  M Hochbruck
Institution:1. Mathematisches Institut, Heinrich-Heine-Universit?t Düsseldorf, Universit?tsstr. 1, D-40225, Düsseldorf, Germany
Abstract:We consider the approximation of trigonometric operator functions that arise in the numerical solution of wave equations by trigonometric integrators. It is well known that Krylov subspace methods for matrix functions without exponential decay show superlinear convergence behavior if the number of steps is larger than the norm of the operator. Thus, Krylov approximations may fail to converge for unbounded operators. In this paper, we propose and analyze a rational Krylov subspace method which converges not only for finite element or finite difference approximations to differential operators but even for abstract, unbounded operators. In contrast to standard Krylov methods, the convergence will be independent of the norm of the operator and thus of its spatial discretization. We will discuss efficient implementations for finite element discretizations and illustrate our analysis with numerical experiments. AMS subject classification (2000)  65F10, 65L60, 65M60, 65N22
Keywords:rational Krylov subspace methods  trigonometric operator function  Hilbert space  wave equations  trigonometric integrators  highly oscillatory problems  finite element discretization
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